Market Risk Analyst I
Company Name:-
Federal Home Loan Bank of Indianapolis
Job Location:-
Indianapolis, IN
Job Summary:-
Job detailsJob TypeFull-timeFull Job DescriptionPurpose :
The ERM Market Risk Analyst I is responsible for providing financial, analytical, statistical, and mathematical information to bank management to support risk and business-related decision-making with a focus on market risk analysis.
The role resides in the Enterprise Risk Management department, whose primary focus is identifying, measuring, monitoring, and reporting the level and trends of risk within the organization.
Examples of past and current responsibilities and projects include leading production processes and controls for market risk and income simulation analysis, performing testing on model upgrades, and ad-hoc management analysis requests.
The Enterprise Risk Management department is responsible for Market, Credit, and Operational risk modeling and analysis.
The department works closely with several lines of business in the Bank including, the Trade Desk, Accounting, Information Technology, and Internal Audit.
The following statements are intended to describe the general nature and level of work being performed by persons assigned to the job.
They are not intended to be an exhaustive list of all responsibilities or abilities required of persons so classified.
The Bank reserves the right to alter or amend this description at any time.
Specific Responsibilities :
With high degree of independence, implements, tests, and operates a diverse range of market risk processes for subjects such as interest rates, mortgage prepayments, instrument valuation, option cost, etc.
as well as other enterprise needed developments.
Support the production of market risk analysis and reporting including balance sheet risk and income simulation analysis, and work on special projects as required.
Provide market value-based risk metrics and performance measures for portfolio and balance sheet level risk analysis and portfolio management.
Uses the PolyPaths platform along with quantitative tools and techniques to measure and analyze valuations of financial instruments and risk model results and reaches conclusions on changes in risk positions as well.
Also supports research of model settings and assumptions for the risk management decision purposes as well as providing
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